Dept. III: General Business Administration and Corporate Finance

Lectures

The lectures at the Department of Finance cover a broad area of topics in the realm of finance.

Here you will find an overview of all available courses at the Department of Finance. For questions about specific courses please contact the semester supervising employees. You can find them in the direct links on the left hand side or contact the respective employee via email.

All course materials are available for download from the online learning platform ILIAS of the University of Stuttgart. 

Lectures in the Bachelor's degree program

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The responsibility of department III for the courses offered in the module Business Administration II (BWL II)
currently covers the subject "Investment and Financing". The main focus with regard to content of this course is as follows:

Methods and techniques of static as well as dynamic investment calculations, capital budgeting, central forms of financing, cost of capital concepts, models of capital structure, investment and financing decisions under uncertainty and under risk, Portfolio Selection Theory, Capital Asset Pricing Model, options, neo-institutional economical basics.

The course is offered every summer semester and consists of a lecture and a tutorial.

LV-Nr. in C@mpus:

(VO) 261100750

(UE) 261100800

Targets:

The students know the central tasks and decision models of international financial management with special attention to currency area cross-bordered transactions.

Content:

International financial and foreign exchange markets; currency theoretical and political conditions; foreign exchange efficiency and rationality of the market participants; economical currency risk management; financing and advantage evaluation of foreign direct investments; foreign trade financing; project financing; case studies.

The course is offered every summer semester and consists of a lecture and a tutorial.

LV-Nr. in C@mpus:

(VO) 261107010

(UE) 261107030

Targets:

After completing the module, the students have deepened knowledge of central investment valuation methods in the areas of interest-bearing financial stocks and real investments.

Content:

Equlibrium models of capital market oriented assessment of equity and risk capital (primary shares), partial valuation models of participation contracts, selected questions concerning partial analytical evaluation of investment objects (useful life and substitution period); capital budgeting with imperfect capital markets; valuation of interest-bearing bonds, measure of interest rate risk, risk management via duration concepts, case studies.

The course is offered every winter semester and consists of a lecture and a tutorial.

LV-Nr. in C@mpus:

(VO) 262100100

(UE) 26210090

Targets:

After completing the module, the students have deepened knowledge of selected theoretical and application oriented problems of investment and financial management.

Content:

Changing contents.

LV-Nr. in C@mpus:

(SE) 262313000

Lectures in the Master's degree program

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Targets:

The students have deepened knowledge of symmetrical derivatives especially with regard to interest rate risk and risk of default concerning bearing underlying assets. They are able to valuate them and to use them in a selected manner within the framework of financial and risk management. Furthermore the students can handle selected methods of risk analysis; especially they can identify risk positions and have a knowledge in risk management.

Content:

Models for the assessment of financial futures; designs and valuations of swaps, interest rate options and forward rate agreements; use of selected derivatives in risk management; arbitrage, trading and hedging strategies via symmetrical derivatives; use of derivatives in the management of credit default risks, decision-theoretical approaches of risk analysis and management (especially value at risk models) as well as selected implementations in operational risk management.

The course consists of a lecture and an excercise and is offered every Wintersemester.

LV-Nr. in C@mpus:

(VO) 262321000

(UE) 262322010

Targets:

The students master the option pricing theory and are able to valuate financial contracts as well as real options and further selected derivatives, and to explain and to question critically their application possibilities in the risk and investment management.

Content:

Valuation and management of asymmetric derivatives (options): central time-discrete and continuous-time valuation models of the option pricing theory; option strategies; special forms of options and their valuation, real options models and valuation, case studies on real options, risk models.

The course consists of a lecture and an excercise and is offered every Sommersemester.

LV-Nr. in C@mpus:

(VO) 261321000

(UE) 261322010

Targets:

The students are able to structure independently complex tasks from the area of Financial and Risk Management and to develop proposals for solution for it.

Content:

Changing contents.

LV-Nr. in C@mpus:

(SE) 262323000